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I was trying to verify how well the lag-returns are calculated from ROC function in TTR package. Following is the code that I am using: library(quantmod) library(TTR) startDate = "2001-01-01" endDate = "2013-12-01" getSymbols("VXX",src="yahoo",return.class='xts',from=startDate...

I am trying to find joint F-statistics and since this is a question regarding usage of R, I would not spend time on logic of it but this is what I am trying to achieve: Set11 = read.table("D1.csv",sep=",",header=TRUE) ##change attached xlsx to csv Set21 =...

I have two giant matrices (5000x6000) each. I want to compare the sign of elements of two matrices without doing a for loop kind of thing. And then I want to count how many had the matching sign. I did find ways to compare whether two are identical but couldn't find anything which can do the...

I have the following system: X(k) = alpha*trueVal(k) + Noise //Volume measurement Y(k) = beta*X(k) + Noise //Pressure measurement k = day1, day2, day3, etc In my system I measure the volume about 2 hours before the pressure measurement. So, basically I...

In 1 sample t-test, where null: mean of sample is zero, I would think a high p-value like 0.30 would imply that null can't be rejected at 5% significance level. However, p-value of 0.012 would imply null will be rejected at 5% significance level but not at 1% significance level. So, I am...

For hypothesis testing which one is considered stricter 5% significance level or 10% significance level. I know its a very basic question but it is bothering me. Thanks

Hi guys, I have a matrix of 7 columns and each of these columns represent different variables. I want to create 7 new vectors and each will just have elements within 1 standard deviation across mean. So, each vector would be of different dimension. My idea will work but I am sure there are...

I have a very basic question. When we are regressing Y on X1, X2, X3, I understand we need to perform some kind of normalization for X1, X2, X3 columns but what about Y. Do we need to normalize that as well while running regression? Thanks

I have tried looking into various papers but I have not been able to get an authentic information. Does regression using Random forest have any requirements over the data like we hvae homoskedasticity for linear regression, etc. ?

I have an array of size 21,415,715 X 18 which I am trying to import through ODBC database. But R is not able to load it. How should I handle it? Or is R not good enough for such massive data?

When I get the regression equation y = a.x + b by regressing y on x, how do I find and plot the distribution of a?

How do I write an array to .xlsx file. I want to do it in a loop and would like to write it in same sheet.

I want to create a variable name from string names. E.g. The Array has columns named as price, temperature, pressure. Vector <- function(Array,string) { Vector = Array$string } So, when I make the following call: v1 = Vector(giantArray,'temperature') #extracts temperature column...

I have an giant array (30000 x 9) and I want to know the exact location of a certain number. Is there anything like find function in matlab to do this without looping?

I have a vector (Label) of length 500 with first few elements as: AAA ABM ACD ADR I want to create a new vector (NewLabel) such that it's elements are: AAA_trades.dat ABM_trades.dat ACD_trades.dat ADR_trades.dat basically add the string "_trades.dat" to each element of vector...